Quantitative Developer - AI/ML

job
  • Selby Jennings
Job Summary
Location
Chicago ,IL 60290
Job Type
Contract
Visa
Any Valid Visa
Salary
PayRate
Qualification
BCA
Experience
2Years - 10Years
Posted
27 Feb 2025
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Job Description
Quantitative Developer - AI/ML Buildout

About the Role

A leading high-frequency trading (HFT) firm is seeking a

Quantitative Developer

to join a new

AI/ML-focused buildout

within its systematic trading division. This team is at the forefront of integrating cutting-edge machine learning and deep learning techniques into high-performance trading strategies, leveraging vast datasets, low-latency infrastructure, and scalable computing.This role is ideal for an

exceptional engineer with strong ML knowledge

and a passion for applying advanced computational techniques to financial markets. You will work closely with quant researchers, data scientists, and traders to develop robust, high-performance machine learning models that drive trading decisions.

Key Responsibilities

Develop and optimize ML-driven trading models and strategies for high-frequency trading.Engineer

scalable, high-performance infrastructure

to support AI/ML research and live trading.Work with large-scale financial datasets, implementing data pipelines and feature engineering techniques.Optimize low-latency execution and inference of ML models in production environments.Collaborate with traders and quants to translate research into deployable trading algorithms.Ensure robustness, scalability, and performance of AI-driven trading systems.

Required Qualifications

Strong programming skills

in Python and/or C++ (low-latency systems experience preferred).Experience with

machine learning frameworks

(PyTorch, TensorFlow, JAX) and AI-driven model development.Familiarity with

high-performance computing (HPC), distributed systems, or GPU acceleration (CUDA, Triton, Ray, etc.) .Knowledge of

quantitative finance, market microstructure, or statistical learning

is a plus.Experience working in a

low-latency or real-time computing environment

is highly desirable.Bachelor's, Master's, or Ph.D.

in Computer Science, Mathematics, Physics, or a related field.

Preferred Experience

Prior work in

HFT, proprietary trading, hedge funds, or systematic trading

environments.Experience optimizing

ML models for low-latency execution

in production.Knowledge of

reinforcement learning, Bayesian optimization, or time-series modeling

in trading applications.Familiarity with

cloud-based ML training and deployment (AWS/GCP/Azure) .

Why Join?

Opportunity to be part of a

greenfield AI/ML initiative

at a top-tier HFT firm.Work with world-class

quants, engineers, and researchers

solving cutting-edge problems.Competitive compensation with

significant performance-based upside .Access to

state-of-the-art compute resources and real-time market data .If you're excited about

pushing the boundaries of AI in high-speed trading , we'd love to hear from you. Apply now to be part of a pioneering team shaping the future of systematic trading.

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